+34.9%
ABBV vs MOD
-33.2%
+68.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.6% |
| 7D | +0.1% | +8.2% | -8.2% | +0.5% |
| 30D | +5.6% | -38.2% | +43.7% | +2.8% |
| 3M | +18.7% | -46.2% | +64.9% | +14.8% |
| 6M | +47.4% | -62.5% | +109.9% | +41.1% |
| YTD | +33.0% | -20.1% | +53.1% | +29.5% |
| 1Y | +34.9% | -29.7% | +64.6% | +31.6% |
| All | +34.9% | -33.2% | +68.1% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling